market maker quality

Date Average Spread Last Best Bid Price Last Best Ask Price Last Best Bid Volume Last Best Ask Volume Average Buy Volume Average Sell Volume Average Buy Value Average Sell Value Spreads Availability Ratio Quote Availability
16/05/2024 0.93% 1.06 CHF 1.07 CHF 600,000 200,000 600,000 200,000 644,733 CHF 216,911 CHF 99.27% 99.27%
15/05/2024 1.01% 1.08 CHF 1.09 CHF 600,000 200,000 600,000 200,000 592,707 CHF 199,569 CHF 99.12% 99.12%
14/05/2024 1.07% 0.90 CHF 0.91 CHF 600,000 200,000 600,000 200,000 555,991 CHF 187,330 CHF 99.27% 99.27%
13/05/2024 1.06% 0.94 CHF 0.95 CHF 600,000 200,000 600,000 200,000 562,097 CHF 189,366 CHF 98.75% 98.75%
10/05/2024 1.02% 1.00 CHF 1.01 CHF 600,000 200,000 600,000 200,000 584,168 CHF 196,723 CHF 99.27% 99.27%
08/05/2024 1.06% 0.93 CHF 0.94 CHF 600,000 200,000 600,000 200,000 563,314 CHF 189,771 CHF 99.27% 99.27%
07/05/2024 1.09% 0.92 CHF 0.93 CHF 600,000 200,000 600,000 200,000 546,928 CHF 184,309 CHF 99.27% 99.27%
06/05/2024 1.12% 0.89 CHF 0.90 CHF 600,000 200,000 600,000 200,000 534,666 CHF 180,222 CHF 99.27% 99.27%
03/05/2024 1.16% 0.89 CHF 0.90 CHF 600,000 200,000 600,000 200,000 512,497 CHF 172,832 CHF 99.09% 99.09%
02/05/2024 1.15% 0.80 CHF 0.81 CHF 600,000 200,000 600,000 200,000 520,347 CHF 175,449 CHF 99.24% 99.24%

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